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SparseNet: Coordinate Descent With Nonconvex Penalties

We address the problem of sparse selection in linear models. A number of nonconvex penalties have been proposed in the literature for this purpose, along with a variety of convex-relaxation algorithms for finding good solutions. In this article we pursue a coordinate-descent approach for optimizatio...

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Bibliographic Details
Published in:J Am Stat Assoc
Main Authors: Mazumder, Rahul, Friedman, Jerome H., Hastie, Trevor
Format: Artigo
Language:Inglês
Published: 2011
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC4286300/
https://ncbi.nlm.nih.gov/pubmed/25580042
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jasa.2011.tm09738
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